Go to Amazon and get a hard wire kit for about $8. You'll run one wire into an existing accessory line or into the fuse box and one wire to ground. Then you'll never have to plug it into the cigarette lighter again.
If you're going to the fuse box make sure your kit has enough wire to get there or have some extra wire on hand.
I have mine run through the weather stripping into the fuse box under the hood because I like my detector on the lower left of my windshield. Some guys on here run it out of the back of their rear view mirror to keep it up high and "camouflaged". I find it to be just as unnoticeable and still get plenty of warning (sometimes too much) in the lower left corner.